The following pages link to (Q4657106):
Displaying 16 items.
- Optimal proportional reinsurance and investment with minimum probability of ruin (Q426584) (← links)
- Optimal investment with multiple risky assets for an insurer with modified periodic risk process (Q498092) (← links)
- On optimal investment in a reinsurance context with a point process market model (Q661254) (← links)
- Asymptotic and numerical analysis of the optimal investment strategy for an insurer (Q865616) (← links)
- Optimal investment for an insurer in the Lévy market: the martingale approach (Q923862) (← links)
- Optimal investment for an insurer: the martingale approach (Q995514) (← links)
- Insurance pricing using \(H_{\infty}\)-control (Q1646165) (← links)
- Optimal control of risk exposure, reinsurance and investments for insurance portfolios (Q1888891) (← links)
- Risk diversifying treaty between two companies with only one in insurance business (Q2358424) (← links)
- Optimal proportional reinsurance and investment for stochastic factor models (Q2421393) (← links)
- Existence of solutions for the nonlinear partial differential equation arising in the optimal investment problem (Q2482946) (← links)
- Risk minimization with inflation and interest rate risk: applications to non-life insurance (Q3077731) (← links)
- (Q5382268) (← links)
- On Discrete-Time Dynamic Programming in Insurance: Exponential Utility and Minimizing the Ruin Probability (Q5430576) (← links)
- (Q5434181) (← links)
- On some effects of dependencies on an insurer's risk exposure, probability of ruin, and optimal premium loading (Q6173893) (← links)
